7/30/21 8:27 AM
				Rate Indications
	To take down an advance, login to eBanking or contact the Member Transaction Desk :
		855-345-2244, Option 1
Today's Headlines						Market Rates
Early bird discounts, all before 10:00 a.m.: (1) Available on A120 (<= 27 days) advances, additional volume discounts may be available; (2) 1-month (no minimum at .20%) and 3-month (no minimum at .20%) A121 advances. To execute, please call the Member Transaction Desk before 10:00 a.m. Advance Discount Specials (until September 30, 2021): 5 bps discount on qualifying fixed rate fixed term advances, advance ladders, and amortizers. Visit our Solutions page on fhlbc.com for Terms and Conditions.						Term	Treasury	Swaps	Fixed Rate Advances
						2 years	0.19%	0.27%	0.39%
						5 years	0.71%	0.80%	0.91%
						7 years	1.00%	1.04%	1.21%
						10 years	1.25%	1.27%	1.53%
Fixed Rate Advances						Fixed Rate Callable Advances (Call Option Owned by Member)
Term	Community Advances	Regular Advances	All-in After Dividend*	Forward-Starting		Term	Lockout	Bermudan	All-in After Dividend*	Option Cost
1 week		0.22%	0.01%	Advances settle one year forward from today and then have stated term to maturity		2 years	6 months	0.56%	0.34%	0.16%
2 weeks		0.22%	0.01%			2 years	1 year	0.50%	0.29%	0.11%
3 weeks		0.22%	0.01%			3 years	6 months	0.74%	0.52%	0.16%
1 month	0.12%	0.22%	0.01%			3 years	1 year	0.68%	0.47%	0.11%
3 months	0.12%	0.22%	0.01%			5 years	6 months	1.19%	0.98%	0.28%
6 months	0.12%	0.22%	0.01%			5 years	1 year	1.11%	0.90%	0.20%
9 months	0.12%	0.22%	0.01%			5 years	2 year	1.06%	0.85%	0.15%
1 year	0.18%	0.28%	0.07%	0.53%		7 years	1 year	1.48%	1.27%	0.28%
1.5 years	0.26%	0.36%	0.15%	0.63%		7 years	2 years	1.41%	1.20%	0.20%
2 years	0.29%	0.39%	0.18%	0.73%		10 years	2 years	1.86%	1.65%	0.33%
2.5 years	0.38%	0.48%	0.27%	0.83%		10 years	3 years	1.75%	1.54%	0.22%
3 years	0.47%	0.57%	0.36%	0.92%		10 years	5 years	1.64%	1.43%	0.11%
3.5 years	0.56%	0.66%	0.45%	1.00%		15 years	5 years	2.20%	1.99%	0.22%
4 years	0.65%	0.75%	0.54%	1.07%		Fixed Rate Putable Advances (Call Option Owned by FHLBC)
4.5 years	0.73%	0.83%	0.62%	1.17%		Term	Lockout	European	All-in After Dividend*	Option Value
5 years	0.81%	0.91%	0.70%	1.26%		3 years	6 months	0.21%	0.00%	-0.01%
6 years	0.99%	1.09%	0.88%	1.37%		5 years	6 months	0.19%	-0.02%	-0.03%
7 years	1.11%	1.21%	1.00%	1.47%		7 years	6 months	0.17%	-0.04%	-0.05%
10 years	1.43%	1.53%	1.32%	1.78%		10 years	6 months	0.18%	-0.03%	-0.04%
15 years	Call for availability	1.99%	1.78%			3 years	1 year	0.23%	0.02%	-0.04%
20 years		2.37%	2.16%			5 years	1 year	0.21%	0.00%	-0.06%
30 years		2.66%	2.45%			7 years	1 year	0.19%	-0.02%	-0.09%
						10 years	1 year	0.20%	-0.01%	-0.08%
						5 years	2 years	0.31%	0.10%	-0.08%
Amortizing Advances						7 years	2 years	0.28%	0.07%	-0.11%
	Amortization Term					10 years	2 years	0.27%	0.06%	-0.12%
Term	5 years	7 years	10 years	15 years		7 years	3 years	0.48%	0.27%	-0.09%
5 years	0.65%	0.77%	0.83%	0.87%		10 years	5 years	0.85%	0.64%	-0.06%
7 years	na	0.87%	1.04%	1.12%		Term	Lockout	Bermudan	All-in After Dividend*	Option Value
10 years	na	na	1.15%	1.36%		5 years	6 months	0.15%	-0.06%	-0.07%
Term	15 years	20 years	25 years	30 years		7 years	6 months	0.15%	-0.06%	-0.07%
15 years	1.54%	1.74%	1.83%	1.88%		10 years	3 months	0.15%	-0.06%	-0.07%
20 years	na	1.87%	2.07%	2.17%		7 years	1.24%	0.02%	1.26%	0.32%
30 years	na	na	na	2.32%		10 years	1.55%	0.02%	1.58%	0.32%
Floating Rate Advances
Term Discount Note Floater Advances						Overnight Index Floater Advances**
	Non-Prepayable		Prepayable (on reset dates)^			Index / Rate Indic.	Term	Prior Index	Spread	Prior Day
Term**	Spread to 4WK	Spread to 13WK	Spread to 4WK	Spread to 13WK		Overnight  DN^	<= 3 Months	0.025%	0.31%	0.35%
3 months	0.20%	n/a	0.30%	n/a		SOFR	3 Months	0.05%	0.16%	0.21%
6 months	0.25%	0.20%	0.45%	0.40%		SOFR	6 Months	0.05%	0.16%	0.21%
1 year	0.30%	0.25%	0.46%	0.45%		SOFR	9 Months	0.05%	0.17%	0.22%
2 years	0.32%	0.30%	0.34%	0.34%		SOFR	1 Year	0.05%	0.17%	0.22%
3 years	0.33%	0.32%	0.35%	0.35%		SOFR	18 Months	0.05%	0.18%	0.23%
4 years	0.34%	0.33%	0.36%	0.36%		SOFR	2 Years	0.05%	0.19%	0.24%
5 years	0.35%	0.34%	0.37%	0.37%		^Prepayable same day before 3:00PM. **Please call for additional terms not listed above.
Prior Index	4 week	0.033%	13 week	0.050%		Overnight Advances
^Prepayable at par with 1 day notice. **Please call for terms between 5 years and 10 years, or for 26 week index.						Term		Minimum	Today	Prior Day
LIBOR Floater Advances						1 Day		No minimum	0.22%	0.22%
	Non-Prepayable		Prepayable (on reset dates)			Open Line (Daily Rate Set)#		No minimum	0.37%	0.37%
Term	Spread to 1ML	Spread to 3ML	Spread to 1ML	Spread to 3ML		#Rate set at and available until 3:00 pm; Late Day Advances may be available until 4:30 pm by calling 855-345-2244, Option 1.
3 months	0.12%	n/a		n/a		FHLBC Deposit Rates^		DID (yesterday)		0.00001%
						^Call for term deposit rates.